+216.8%
BMY vs AMBA
+837.3%
-620.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +0.4% | -11.0% | +11.3% | +0.9% |
| 30D | +5.0% | -23.2% | +28.2% | +6.3% |
| 3M | +19.4% | -12.7% | +32.1% | +19.3% |
| 6M | +9.5% | +11.2% | -1.7% | +7.5% |
| YTD | +28.1% | -11.2% | +39.3% | +27.0% |
| 1Y | +50.0% | -22.5% | +72.5% | +49.3% |
| 3Y | +24.1% | -1.3% | +25.4% | +19.3% |
| 5Y | +25.0% | -54.2% | +79.2% | +22.0% |
| 10Y | +68.7% | -6.1% | +74.8% | +45.5% |
| All | +216.8% | +837.3% | -620.4% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling